The data is from Eurostat (Jan 2001 → Jan 2025). Unfortunately, they do not differentiate between European and non-European immigrants. So in some countries the change may be due in great part to increased mobility within the European Union. For example, 51% of the population of Luxembourg is foreign-born, but 85% of these foreigners come from other European countries.
Austria: 12.5% → 22.5%
Belgium: 10.7% → 20.2%
Denmark: 6.0% → 14.4%
France: 10.0% → 14.0%
Germany: 11.5% → 20.5%
Greece: 10.3% → 11.0%
Iceland: 4.0% → 21.8%
Ireland: 8.0% → 23.3%
Luxembourg: 37.5% → 51.5%
Netherlands: 10.1% → 16.8%
Norway: 7.3% → 18.7%
Slovenia: 2.5% → 15.5%
Spain: 4.3% → 19.3%
Sweden: 11.0% → 20.8%
United Kingdom: 8.3% → 20.0%